Shanghai Stock Exchange Composite Index Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, April 23rd, 2026
1 Day
11.10%
decreased by 0.08%
1 Week
11.81%
increased by 0.63%
1 Month
14.31%
increased by 3.13%
Analysis last updated: Wednesday, April 22, 2026 at 08:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 23.39 | |
| 0.1792 | 33.22 | |
| 0.7920 | 249.61 | |
| 0.0575 | 7.45 |
Estimation Period:
May 21, 1992 to Apr 17, 2026
May 21, 1992 to Apr 17, 2026
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